Depends where you live in terms of building.
Paris - Currently we’re on the ground floor of a 7 storey building looking out into a courtyard so as a result we don’t see any of the lightning but we hear the thunder which really seems to roll around (possibly amplified by the walls enclosing the courtyard). There have been times when the windows have rattled.
When the rain comes down it too is LOUD ! There’s nothing to cushion it; it ricochets off pavements, cobbles, windowsills, plant pots, railings etc. The drops falling are joined with those bouncing off obstacles on the way down. Puddles form quickly, you get wet from the bottom up, the drainage systems just can’t cope, there’s a lot of standing water and splash-back. It’s not unusual to find your trousers/tights are sodden from foot almost up to knee level. More than once I’ve taken off my shoes to scurry barefoot rather than sliding in wet backless sandal type shoes.
In summer you’re waiting for the storm, hoping the weather will crack for a bit of relief and the storms always come in the evening. After the rain the temperature may have fallen by about 10°C.
Other times of the year a thunderstorm may catch you unawares but it’s usually heralded by a strong, gusting wind which - as someone else said - might be “tunnelled” between buildings. You may be interested in something I’ve only noticed a few times which is that the sky seems to take on a strange yellowy hue in the lead-up to a thunderstorm. Imagine no definable clouds just grey with yellow undertone.
People stop in doorways, under shop awnings, café tables get pulled back further into shelter, groups gather at the foot of steps down into the metro waiting for the rain to ease up, everything becomes wet and slippery as people drip their umbrellas everywhere.
For another view point, quite literally, I used to live in Warsaw in a 6th floor flat. We used to sit out on our balcony to watch the thunderstorms - we would get a mug of tea and get comfy sitting on the outside of the windowsill with our feet on (non-metallic) chairs so we didn’t get wet.
It’s a long time ago now but I have no memory of hearing the rain at all (whereas it’s a defining feature of storms where I am now). I guess we were too high up - I do remember how cool it was leaning out and watching the raindrops from above. We had an unobstructed view over a car park, a large road and some rough ground before the next lot of apartment blocks and the lightning shows were a-maz-ing! Sheet lightning, forked lightning - you name it we saw it. From this view point we could see the grey clouds crawl across the sky too.